Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.708 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52186.74 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48025.21 Kr¶

PnL: ---------------------------------------> -901.29 Kr¶

DD now: ---------------------------------> -1.758 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 14:04:59.030193'

Anic Portfolio¶

This Week¶

Return: -0.236 %¶

Total portfolio value¶

Return including deposits: 70.865 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.880000 2354.000000 165.000000 7.540000 2189.000000
Xvivo Perfusion 3 1.580000 870.000000 25.000000 2.960000 845.000001
SynAct Pharma 9 -0.930000 667.800000 22.800000 3.530000 645.000003
Vitrolife 3 3.020000 696.000000 19.000000 2.810000 677.000001
Biotage 4 0.450000 621.200000 18.200000 3.020000 603.000000
Eastnine 6 -2.610000 672.000000 15.000000 2.280000 657.000000
Embracer Group B 26 0.330000 676.260000 14.260000 2.150000 661.999988
Sdiptech B 3 0.720000 835.200000 13.200000 1.610000 822.000000
Addtech B 3 1.370000 712.800000 12.800000 1.830000 699.999999
Indutrade 5 1.490000 1330.000000 10.000000 0.760000 1320.000000
Nolato B 12 -0.090000 657.600000 9.600000 1.480000 648.000000
Addnode Group B 6 1.520000 760.800000 8.800000 1.170000 751.999998
Latour B 2 1.700000 453.600000 4.600000 1.020000 449.000000
BHG Group 49 -7.670000 643.370000 4.370000 0.680000 638.999984
BONESUPPORT HOLDING 10 -0.410000 1228.000000 4.000000 0.330000 1224.000000
Fortnox 10 3.460000 669.400000 1.400000 0.210000 668.000000
Svolder B 35 0.810000 2173.500000 0.000000 0.000000 2173.500000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
NCC B 7 -0.850000 653.100000 -0.900000 -0.140000 653.999997
Profoto Holding 7 -0.480000 578.200000 -3.800000 -0.650000 581.999999
Sampo Oyj SDB 1 -0.500000 499.500000 -5.500000 -1.090000 505.000000
Volati 5 -4.550000 566.000000 -8.000000 -1.390000 574.000000
Lime Technologies 2 -1.850000 583.000000 -10.000000 -1.690000 593.000000
Sedana Medical 135 -2.500000 4320.000000 -11.000000 -0.250000 4330.999935
Investor B 3 0.140000 646.500000 -11.500000 -1.750000 657.999999
SCA A 4 -0.680000 586.400000 -12.600000 -2.100000 599.000000
Humana 40 1.240000 651.200000 -22.800000 -3.380000 674.000000
Balco Group 39 -1.360000 1834.950000 -40.050000 -2.140000 1874.999997
Ambea 68 1.050000 2484.720000 -52.280000 -2.060000 2537.000032
Lundin Gold 7 1.230000 921.200000 -52.800000 -5.420000 973.999999
Creades A 7 1.680000 550.900000 -60.100000 -9.840000 610.999998
Investor A 16 0.050000 3457.600000 -87.400000 -2.470000 3545.000000
New Wave B 40 -0.590000 3796.400000 -119.600000 -3.050000 3916.000000
Gaming Innovation Group 161 -0.200000 4033.050000 -154.950000 -3.700000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 48031.450000 -895.050000 -1.74664% 48926.499863

Updated:¶

'2023-06-13 14:04:39.645914'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶